Risk – Page 25 – Fincyclopedia

Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Historical Method

A method of calculating value-at-risk (VaR) that is based on historical data in order to assess the impact of market...

PVaR

It stands for parametric value at risk (parametric VaR); a value at risk (VaR) measure/ method that only uses two...

Variance/ Covariance VaR

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

Variance/ Covariance Value at Risk

A value at risk (VaR) measure/ method that only uses two main variables or parameters as inputs: the mean and...

Gaussian VaR

A type or method of value at risk (VaR) that assumes the data (used in calculation) follows a normal or...

Gaussian Value at Risk

A type or method of value at risk (VaR) that assumes the data (used in calculation) follows a normal or...

Fat Tail Risk

The risk that arises from loss-making events with regards to an asset or portfolio of assets. This usually happens when...

Tail Risk

The risk that arises from loss-making events with regards to an asset or portfolio of assets. This usually happens when...

GVaR

It stands for generalized value at risk (generalized VaR); a type or method of value at risk (VaR) that subjects...

Generalized Value at Risk

A type or method of value at risk (VaR) that subjects the standard value at risk (for optimization of a...